BTC Cycle RSI + LinReg Bands DCA Strategy v2Overview
BTC Cycle RSI DCA Strategy v2 backtests a phase-based dollar-cost averaging system with sequential sell rotations to a simulated yield basket (STRC) and hybrid yield-funded DCA during deep bear markets. Built on smoothed RSI with self-adjusting linear regression bands (adapted from Zeiierman's open-source work).
How It Works
Eight cycle phases drive DCA multipliers from 5x (Deep Bear) down to 0x (Mature Bull), with post-peak taper at 0.5x (Distribution) and 0.25x (Weakening)
Two sequential sells (20% then 40%) rotate BTC holdings into a simulated yield basket when RSI breaks below the midline after an overbought cycle
Plunge guard locks out the second sell if RSI collapses to the lower band after the first sell
Yield basket compounds at a configurable APR and deploys capital back into BTC during deep bear phases via a hybrid model (time ramp + drawdown scaling + pool cap)
Start date filter lets you isolate specific cycles for backtesting
Starting yield basket balance input lets you seed the simulation with an existing position
Default Properties
Initial capital: $100,000 | Commission: 0.05% per side | Slippage: 5 ticks | Base DCA: $100/week | Yield APR: 11% | Hybrid deploy: 25% of pool/week, 4% cap, 25-week ramp, cubic drawdown scaling
Realistic Backtesting Notes
Commission and slippage are enabled by default. The strategy uses fixed USD-denominated DCA orders rather than percentage-of-equity sizing, reflecting real-world DCA behavior. The yield basket is simulated off-chain and is NOT included in Strategy Tester equity — check the Total Wealth plot for the combined view.
Attribution
RSI + self-adjusting linear regression band structure adapted from Zeiierman's open-source indicator. Post-peak phase logic, DCA taper, plunge guard, sell sequencing, yield simulation, and hybrid deployment model are original additions.
Disclaimer
Backtesting results are hypothetical and do not guarantee future performance. This strategy is for educational and informational purposes only. Always do your own research.
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